Missing Updates?

[suprsnipes]

Hi,

I am using the following code to print changes using OnMarketData and it appears as though it is missing some changes, is this expected or is there something wrong with my code?

protected override void OnMarketData(MarketDataEventArgs e)
        {    
            if (e.MarketDataType == MarketDataType.Ask)askPrice     = e.Price; 
            
            if (e.MarketDataType == MarketDataType.Ask)askVol         = e.Volume; 
                
            if (e.MarketDataType == MarketDataType.Bid)bidPrice     = e.Price;
        
            if (e.MarketDataType == MarketDataType.Bid)bidVol         = e.Volume;
                
            if (e.MarketDataType == MarketDataType.Last)lastPrice     = e.Price;
            
            if (e.MarketDataType == MarketDataType.Last)lastVol     = e.Volume;
            
            if (e.MarketDataType != MarketDataType.Last)return;
                
            {
                if(storeBid != bidPrice)
                {
                storeBid = bidPrice;
                storeBV = bidVol;
                }
                
                else if(storeBid == bidPrice) 
                {
                storeBV = bidVol;
                Print("StoreBV = " + storeBV + " @ " + bidPrice + " Time " + Time[0]);
                }
            }    
        }

Regards,
suprsnipes

[NinjaTrader_Matthew]

Can you please clarify why you feel it is missing some updates? How did you determine this?

[suprsnipes]

Hi, thanks for your response,

I am referring to the changes in (e.MarketDataType == MarketDataType.Bid)bidVol = e.Volume. When I print directlly under this line of code I can see that the prints reflect the current bid correctly but I'm wondering why my code in the original post does not show the current bid, it seems to miss a great number of changes.

What I am trying to do is store each change in bid volume when the price has not changed could you please let me know how I can fix this or what I may be doing wrong.

Regards,
suprsnipes

[NinjaTrader_Matthew]

I'm sorry I'm not quite following - when I run your code and compare it to the T&S window, I'm getting the current bid price.

Where are you comparing the current bid when you determine it is not matching?